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Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
Fiorentini, Gabriele; Leon, Angel; Rubio, Gonzalo - In: Journal of empirical finance 9 (2002) 2, pp. 225-256
Persistent link: https://www.econbiz.de/10007236725
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Evaluating alternative methods for testing asset pricing models with historical data
Lozano, Martín; Rubio, Gonzalo - In: Journal of empirical finance 18 (2011) 1, pp. 136-147
Persistent link: https://www.econbiz.de/10008769859
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Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele; León Valle, Ángel Manuel; … - In: Journal of empirical finance 9 (2002) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
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Evaluating alternative methods for testing asset pricing models with historical data
Lozano-Banda, Martín; Rubio, Gonzalo - In: Journal of empirical finance 18 (2011) 1, pp. 136-146
Persistent link: https://www.econbiz.de/10009301158
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Macroeconomic determinants of stock market betas
González Sánchez, Mariano; Nave, Juan; Rubio, Gonzalo - In: Journal of empirical finance 45 (2018), pp. 26-44
Persistent link: https://www.econbiz.de/10012102444